The sample question for Interview a job in Binary.com. Here I try to write a web application which is automatically gather data, calculate, forecast, place orders, settlement and also P&L report from tip-to-toe. Here I also conducting few research tasks to test the efficiency of some statistical models, and also refer to a Master Degree level quantitave assignment as my studies. Hope that I can be shortlisted to be a member of Binary.com.
I use daily OHLCV USDJPY data (from 2014-01-01 to 2017-01-20) and application of some models to forecast the highest and lowest price :
For the staking model, I simply forecast the highest and lowest price, and then :
Kindly refer to Binary.com Interview Q1 (Alternate link)
Besides, I wrote a shinyApp which display the real-time price through API. Kindly refer to Q1App where Q1App2 is another app for financial value betting.
Blooper…
Initially, I wrote a shiny app (as showing in below gif file) but it is heavily budden for loading. Kindly browse over ShinyApp which contain the questions and answers of 3 questions.
Secondly, I wrote another app testRealTimeTransc trial version to test the real time trading, and a completed version is Q1App2.
Here I wrote another extention page for Q1 which is analyse the multiple currencies and also models from minutes to daily. You are feel free to browse over Binary.com Interview Q1E.
shiny::runGitHub('englianhu/binary.com-interview-question') - Application which compare the accuracy of multiple lasso, ridge and elastic net models (blooper).shiny::runGitHub('englianhu/binary.com-interview-question', subdir = 'Q1') - the application gather, calculate and forecast price. Once the user select currency and the forecast day, the system will auto calculate and plot the graph.shiny::runGitHub('englianhu/binary.com-interview-question', subdir = 'testRealTimeTransc') - real time trading system which auto gather, calculate the forecast price, and also place orders, as well as settlement and plot P&L everyday.shiny::runGitHub('englianhu/binary.com-interview-question', subdir = 'Q1App2') - The application contain the Banker and Punter section which applied aboved statistical modelling.For question 2, I simply write an app, kindly use Q2App.
shiny::runGitHub('englianhu/binary.com-interview-question', subdir = 'Q2') - An application which applied queuing theory.For question 3, due to the question doesn’t states we only bet on the matches which overcame a certain edge, therefore I just simply list the scenario. Kindly refer to Betting strategy for more informtion.
caret Package by Max Kuhn (2017)